Martin said it; except that if you care, you might as well use a few

thousand -reps()-.

Nick

[hidden email]
Martin Weiss

sysuse auto, clear

bootstrap r(lambda), reps(50) : lambda rep f

John Antonakis

> How does one use the bootstrap with your lamda ado file? I am not

> following what you have suggested.

Nick Cox wrote:

> > -lambda- on SSC (please explain where user-written stuff you refer

to

> > comes from) was originally written, I think, because someone on the

list

> > asked how to calculate the beast. As I recall, a P-value calculation

is

> > problematic as well as messy, as the applicability of the theory to

> > small samples is a matter of faith. Hence getting a bootstrap

confidence

> > interval and see if it straddles zero is surely the way to go. That

> > requires no extra programs.

> >

> > The mention of SPSS is not decisive here. Measures of association

like

> > this proliferate in the literature like mushrooms in the dark and

> > conceal as much as they reveal. StataCorp's prejudice has long been

that

> > it is better to think in terms of modelling commands.

John Antonakis

> > Does anyone have code for calculating lambda (nominal to nomial

> > association) as well as the associated approximate p-value. I know

of

> > the lambda ado file (by Nick Cox); however, is there anything else

out

> > there?

> >

> > It is strange that STATA doesn't have this measure in the tab

> > function--this is something that is "canned" in SPSS.

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